#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! base floating-rate coupon class
	/// </summary>
    [Guid ("1AD589BF-D387-4646-925F-7F26D79EE9FD"),ComVisible(true)]
	public interface IFloatingRateCoupon : Cephei.QL.Cashflows.ICoupon
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double AccruedAmount(DateTime d);
        /// <summary> 
		/// 
		/// </summary>
		 Double AdjustedFixing {get;}
        /// <summary> 
		/// ASC091127 moved from hpp to avo0id duplicated objects through include
		/// </summary>
		 Double Amount {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ConvexityAdjustment {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Times.IDayCounter DayCounter {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime FixingDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 UInt32 FixingDays {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Gearing {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double IndexFixing {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Boolean IsInArrears {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Price(Cephei.QL.Termstructures.IYieldTermStructure discountingCurve);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IFloatingRateCouponPricer Pricer {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Rate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IFloatingRateCoupon SetPricer(Cephei.QL.Cashflows.IFloatingRateCouponPricer pricer);
        /// <summary> 
		/// 
		/// </summary>
		 Double Spread {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IFloatingRateCoupon Update {get;}
        /// <summary> 
		/// ASC011130 	moved from cpp inline definitions
		/// </summary>
		 Cephei.QL.Indexes.IInterestRateIndex Index {get;}
    }   

    /// <summary> 
	/// ! base floating-rate coupon class Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IFloatingRateCoupon_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IFloatingRateCoupon Create (DateTime paymentDate, Double nominal, DateTime startDate, DateTime endDate, UInt32 fixingDays, Cephei.QL.Indexes.IInterestRateIndex index, Microsoft.FSharp.Core.FSharpOption<Double> gearing, Microsoft.FSharp.Core.FSharpOption<Double> spread, Microsoft.FSharp.Core.FSharpOption<DateTime> refPeriodStart, Microsoft.FSharp.Core.FSharpOption<DateTime> refPeriodEnd, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dayCounter, Microsoft.FSharp.Core.FSharpOption<Boolean> isInArrears, Cephei.QL.Cashflows.IFloatingRateCouponPricer QL_Pricer);
    }
}

